yes - think of each sub system as a separate entity or system.
So if that system happens to go short while the main one is
still long I'll let you know, it could be used like a stop sort of
for the current long. If one was trading the individual
systems, the way it would work: you would be long based on the
first sub system, then if one of the other systems went short, you
would sell the commensurate position of the current long, then once
the short system covered you would go back long the shares you had
sold. it's pretty cool stuff
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So interesting! Thanks Matt. And
Educational example of 60 Stochastic short signal
Posted by sschulman on 19th of Sep 2016 at 03:55 pm
So interesting! Thanks Matt. And both subsystems can still end up being profitable because they'll have different exit times. I love this stuff.
yes - think of each
Posted by matt on 19th of Sep 2016 at 03:58 pm
yes - think of each sub system as a separate entity or system. So if that system happens to go short while the main one is still long I'll let you know, it could be used like a stop sort of for the current long. If one was trading the individual systems, the way it would work: you would be long based on the first sub system, then if one of the other systems went short, you would sell the commensurate position of the current long, then once the short system covered you would go back long the shares you had sold. it's pretty cool stuff